-56.4%
MSTR vs VFC
-6.8%
-49.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +12.2% | -1.6% | +13.8% | +12.6% |
| 30D | +45.2% | -11.6% | +56.8% | +49.7% |
| 3M | +10.4% | -18.1% | +28.5% | +14.6% |
| 6M | -2.5% | -27.4% | +24.9% | +5.2% |
| YTD | -6.0% | -24.8% | +18.8% | +1.1% |
| 1Y | -56.4% | -8.2% | -48.2% | -56.9% |
| All | -56.4% | -6.8% | -49.6% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling